I got the same results with firewall on and Stealth enabled - some of the test were not run ...
Hacker Exposure Check
Tests your TCP ports for unauthorized Internet connections.
Your computer appears safe from most common intrusions. To learn more about the threats you are protected against, view a detailed analysis of your test results.
Trojan Horse Check
Attempts to test for access to your computer through methods commonly used by Trojan horses.
Your computer and data are not vulnerable to Trojan horse attacks. However, Trojan horse threats are constantly evolving, and unless you have a personal firewall and current virus protection, you're not completely safe. To learn more about threats you are protected against, view a detailed analysis of your test results.
... and when I tried to run the test again, Safari said I wasn't connected to the Internet. I restarted and it was back to normal.
Does that mean Leo OS X deliberately lost the connection when a simulated attack was attempted? If so, then that's what I'd call real protection - not only "Stealth" but physically removed from the danger zone.